Python scripts from DOS

[Mark Carter]

On my machine, I can go to a DOS shell, and type
   myscript.py
This will cause the script to be run as a python script. So that bit
works.

On another machine, on which python was set up without admin
privileges, if I type
   myscript.py
it will open the "Open With" dialog box. It wont let me execute it
with python.exe. It asks me the same question every time, too. If I
type
   python myscript.py
then everything works fine.

Is there a way of setting up the "other" machine so that it replicates
the behaviour of my machine?